+815.7%
SAP vs SPXS
-100.0%
+915.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -0.5% |
| 7D | -2.9% | -0.1% | -2.8% | -2.8% |
| 30D | +9.0% | +0.8% | +8.2% | +9.5% |
| 3M | +14.9% | -4.7% | +19.7% | +13.8% |
| 6M | +11.9% | -29.6% | +41.5% | +1.2% |
| YTD | -9.9% | -29.8% | +19.9% | -18.1% |
| 1Y | -19.5% | -38.9% | +19.4% | -29.6% |
| 3Y | +61.8% | -79.6% | +141.4% | +9.0% |
| 5Y | +56.2% | -85.9% | +142.1% | +8.3% |
| 10Y | +180.6% | -99.5% | +280.1% | -10.0% |
| All | +815.7% | -100.0% | +915.7% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPXS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling